C.H. Robinson (CHRW): analysis and statistics
Return, volatility, Sharpe ratio and risk for C.H. Robinson, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $127.60 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +18.81% |
| Total return over period | +67.27% |
| Annualized volatility | 37.68% |
| Period volatility | 65.08% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.84 |
| Sortino ratio | 1.24 |
| Max drawdown | -39.07% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.45% |
| Correlation with the S&P 500 | 0.23 |
| Period range | $64.74 – $209.42 |
| Trading days analyzed | 752 |
Over the last 3.0 years, C.H. Robinson (CHRW) has posted an annualized return of +18.81% with annual volatility of 37.68%, a Sharpe ratio of 0.84. Its worst stretch (max drawdown from a peak) was -39.07%. Its correlation with the S&P 500 is 0.23, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CHRW would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, C.H. Robinson (CHRW) is of the S&P 500.
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